Improving the explainability of autoencoder factors for commodities through forecast-based Shapley values
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Publisher
Springer Science and Business Media LLC
Link
https://www.nature.com/articles/s41598-024-70342-5.pdf
Reference33 articles.
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2. Chen, L., Pelger, M. & Zhu, J. Deep learning in asset pricing. Manag. Sci. 70, 714–750 (2024).
3. Abdi, H., Valentin, D. & Edelman, B. Neural Networks. 124 (Sage, 1999).
4. Bank, D., Koenigstein, N. & Giryes, R. Autoencoders. Machine learning for data science handbook: Data mining and knowledge discovery handbook 353–374 ( 2023).
5. Pinaya, W. H. L., Vieira, S., Garcia-Dias, R. & Mechelli, A. Autoencoders. In Machine learning, 193–208 (Elsevier, 2020).
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